+14,403.3%
OKE vs DOC
+2,926.9%
+11,476.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | -9.0% | +6.2% | -15.2% | -11.0% |
| 30D | -2.3% | +6.5% | -8.7% | -4.5% |
| 3M | 0.0% | -6.2% | +6.2% | +1.7% |
| 6M | -2.0% | +25.6% | -27.6% | -11.0% |
| YTD | +23.2% | +32.1% | -8.9% | +9.3% |
| 1Y | +36.6% | +20.3% | +16.3% | +25.1% |
| 3Y | +49.7% | +42.7% | +6.9% | +27.1% |
| 5Y | +74.1% | -22.2% | +96.2% | +81.8% |
| 10Y | +237.7% | +16.5% | +221.2% | +212.4% |
| All | +14,403.3% | +2,926.9% | +11,476.4% | +7,753.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling